IndTestPP3.0 package

Tests of Independence and Analysis of Dependence Between Point Processes in Time

BinPer

Percentage of concordant intervals

ComplPos

Changes format of the vector of occurrence times in a point process

CondTest

Conditional test of independence between two Poisson process

CountingCor

Correlation between the counting variables in two point processes

CPSPpoints

Identifying the occurrence points of the indicator processes in a CPSP

CPSPPOTevents

Identifying the occurrence points of the indicator processes in the CP...

depchi

Estimating extremal dependence coefficientes

DepCPSPNHK

Estimating cross K-function and envelopes for marginal processes of a ...

DepNHCPSP

Generating a Common Poisson Shock Process

DepNHNeyScot

Generating a multivariate Neyman-Scott cluster process

DepNHPPMarked

Generating dependent point processes from a marked Poison Process

DepNHPPqueue

Generating dependent point processes by a tandem queueing network

DepqueueNHK

Estimating cross K-function and envelopes for the marginal processes o...

DistObs

Calculates the set of close points and the mean distance in a vector o...

DistShift

Generates by translation a vector of independent processes, and calcul...

DistSim

Generates a vector of independent processes, and calculates the set of...

DutilleulPlot

A graphical test to assess independence between two point processes

IndNHNeyScot

Generating a vector of independent Neyman-Scott cluster processes

IndNHPP

Generates trajectories of independent Poisson processes

IndTestPP-package

Tests of Independence and Analysis of Dependence between Point Process...

IntMPP

Simulated intervals in a vector of point processes

nearestdist

Distance to the nearest point

NHD

Estimating the D-function

NHF

Estimating the F-function

NHJ

Estimating the cross J-function and testing independence

NHK

Estimating cross K-function and testing independence

PlotICPSP

Plotting the occurrence points of the indicator processes in a CPSP

PlotMargP

Plotting the occurrence points of a vector of point processes

PlotMCPSP

Plotting the occurrence points of the marginal processes in a CPSP

simHPc

Generating points in a homogenous Poisson process

simNHPc

Generating points in a Poisson process

SpecGap

Stationary distribution of a matrix and its spectral gap

TestIndLS

Lotwick-Silverman test of independence between point processes

TestIndNH

Parametric bootstrap test of independence between point processes

TranM

Estimation of the transition matrix of a Markov chain

uniongentri

Calculating the set of close points

It provides a general framework to analyse dependence between point processes in time. It includes parametric and non-parametric tests to study independence, and functions for generating and analysing different types of dependence.

  • Maintainer: Ana C. Cebrian
  • License: GPL
  • Last published: 2020-08-28